Statistics and Probability Commons^™

Locally Efficient Estimation Of Marginal Treatment Effects When Outcomes Are Correlated: Is The Prize Worth The Chase?, Alisa J. Stephens, Eric J. Tchetgen Tchetgen, Victor De Gruttola

Harvard University Biostatistics Working Paper Series

No abstract provided.

The Implementation Of The Shear Correlation Function And The Matter Power Spectrum In R, Allison A. Scheppelmann, Deborah J. Bard

STAR Program Research Presentations

Weak gravitational lensing is an important tool in understanding the large-scale structure of the universe. One component in understanding the effect of weak gravitational lensing is the shear correlation function and matter power spectrum. The calculation of these values is often complicated and time consuming. In order to decrease the cost of these calculations they were implemented in R using parallelization. This resulted in the calculations completing faster and the process to be easily changed in order to fit the need of each researcher using the algorithms created in R.

An Efficient Second Order In Time Scheme For Approximating Long Time Statistical Properties Of The Two Dimensional Navier-Stokes Equations, Xiaoming Wang

Mathematics and Statistics Faculty Research & Creative Works

We investigate the long-time behavior of the following efficient second order in time scheme for the 2D Navier-Stokes equations in a periodic box: The scheme is a combination of a 2nd-order in time backward-differentiation and a particular explicit Adams-Bashforth treatment of the advection term. Therefore, only a linear constant coefficient Poisson solver is needed at each time step. We prove uniform in time bounds on this scheme in L 2, H per1 and H per2 provided that the time-step is sufficiently small. These time uniform estimates further lead to the convergence of long-time statistics (stationary statistical properties) of the scheme …

Oscillation And Spectral Theory For Linear Hamiltonian Systems With Nonlinear Dependence On The Spectral Parameter, Martin Bohner, Werner Kratz, Roman Šimon Hilscher

Mathematics and Statistics Faculty Research & Creative Works

In this paper, we consider linear Hamiltonian differential systems which depend in general nonlinearly on the spectral parameter and with Dirichlet boundary conditions. Our results generalize the known theory of linear Hamiltonian systems in two respects. Namely, we allow nonlinear dependence of the coefficients on the spectral parameter and at the same time we do not impose any controllability and strict normality assumptions. We introduce the notion of a finite eigenvalue and prove the oscillation theorem relating the number of finite eigenvalues which are less than or equal to a given value of the spectral parameter with the number of …

From Unbiased Numerical Estimates To Unbiased Interval Estimates, Baokun Li, Gang Xiang, Vladik Kreinovich, Panagios Moscopoulos

Departmental Technical Reports (CS)

One of the main objectives of statistics is to estimate the parameters of a probability distribution based on a sample taken from this distribution. Of course, since the sample is finite, the estimate X is, in general, different from the actual value x of the corresponding parameter. What we can require is that the corresponding estimate is unbiased, i.e., that the mean value of the difference X - x is equal to 0: E[X] = x. In some problems, unbiased estimates are not possible. We show that in some such problems, it is possible to have interval unbiased estimates, i.e., …

Modeling Daily Power Demand In Southern Kentucky: A Single Household Approach, Craig M. Dickson

Masters Theses & Specialist Projects

In this study, we use a nonparametric technique, locally weighted robust least squares regression (LOESS), to forecast a 24 hour demand profile at the household level and compare it to existing aggregate demand models discussed in literature. Of these aggregate demand models, a quadratic autoregressive model was selected to be used as a basis for comparison with the LOESS forecasts. It was our goal to automate the forecasting process by using the goodness of fit metric, AICCI, for smoothing parameter selection. The statistical workflow was executed using SAS and data was provided by the Glasgow Electric Plant Board of Barren …

Significant Themes In 19th-Century Literature, Matthew L. Jockers, David Mimno

Department of English: Faculty Publications

External factors such as author gender, author nationality, and date of publication affect both the choice of literary themes in novels and the expression of those themes, but the extent of this association is difficult to quantify. In this work, we apply statistical methods to identify and extract hundreds of "topics" from a corpus of 3,346 works of 19th-century British, Irish, and American fiction. We use these topics as a measurable, data-driven proxy for literary themes. External factors may predict fluctuations in the use of themes and the individual word choices within themes. We use topics to measure the evidence …

Pastoral Lease Assessment Using Geospatial Analysis, T P. Robinson, P E. Novelly, R Corner, Philip Thomas, A Russell-Browm

Resource management technical reports

Seven remote sensing based Vegetation Indices (NDSVI, STVI-3, NDVI, Green + Red, Red, Land Monitor and STVI-1) were tested for their potential to discriminate between “poor” and “good” range condition assessments in Western Australia’s pastoral rangelands. Indices were computed using the Australian Greenhouse Office National Carbon Accounting System (AGO NCAS) repository of calibrated Landsat TM/ETM+ mosaics. Discrimination potential was assessed at two levels of stratification – station level (identical to the stratification used to collect the traverse data), and functional group level (an aggregation of similar land systems);

Fall In C-Peptide During First 2 Years From Diagnosis: Evidence Of At Least Two Distinct Phases From Composite Type 1 Diabetes Trialnet Data., Carla J. Greenbaum, Craig A. Beam, David Boulware, Stephen E. Gitelman, Peter A. Gottlieb, Kevan C. Herold, John M. Lachin, Paula L. Mcgee, Jerry P. Palmer, Mark D. Pescovitz, Heidi Krause-Steinrauf, Jay S. Skyler, Jay M. Sosenko

Epidemiology Faculty Publications

Interpretation of clinical trials to alter the decline in β-cell function after diagnosis of type 1 diabetes depends on a robust understanding of the natural history of disease. Combining data from the Type 1 Diabetes TrialNet studies, we describe the natural history of β-cell function from shortly after diagnosis through 2 years post study randomization, assess the degree of variability between patients, and investigate factors that may be related to C-peptide preservation or loss. We found that 93% of individuals have detectable C-peptide 2 years from diagnosis. In 11% of subjects, there was no significant fall from baseline by 2 …

Genetic Susceptibility To Type 2 Diabetes: A Global Meta-Analysis Studying The Genetic Differences In Tunisian Populations, Rym Berhouma, S. Kouidhi, M. Ammar, H. Abid, T. Baroudi, H. Ennafaa, A. Benammar-Elgaaied

Human Biology Open Access Pre-Prints

The present study is the first meta-analysis to evaluate type 2 diabetes (T2D) - associated polymorphisms in cohorts originated from several Tunisian regions. In fact, we evaluated the effect of seven polymorphisms in the following genes; PPARg ( Pro12Ala), TNFα (-308A/G), ENPP1(K121Q), TCF7L2(rs7903146 C/T), MTHFR( C677T), ACE(I/D), CAPN10(3R/2R) on T2D risk, through a meta-analysis combining data of previous studies performed on Tunisian populations originating from the north, centre or south of the country. R statistics version 2.12.1 software was used to estimate the heterogeneity between studies. Pooled ORs were computed by the fixed-effects method of Mantel-Haenszel if no heterogeneity between …

Analysis Of Bank Failure And Size Of Assets, Guancun Zhong

UNLV Theses, Dissertations, Professional Papers, and Capstones

The financial health of the banking industry is an important prerequisite for economic stability and growth. Bank failures in the United States have run in cycles largely associated with the collapse of economic bubbles. The number of bank failures has increased dramatically over the last thirty years (Halling and Hayden, 2007). In this thesis, we try to address the following two questions: 1) What is the relationship, if any, between a bank's asset size and its likelihood of failures? 2) How can we use statistical tools to predict the numbers of bank failures in the future? Various modeling techniques are …

Modeling And Mathematical Analysis Of Plant Models In Ecology, Eric A. Eager

Department of Mathematics: Dissertations, Theses, and Student Research

Population dynamics tries to explain in a simple mechanistic way the variations of the size and structure of biological populations. In this dissertation we use mathematical modeling and analysis to study the various aspects of the dynamics of plant populations and their seed banks.

In Chapter 2 we investigate the impact of structural model uncertainty by considering different nonlinear recruitment functions in an integral projection model for Cirsium canescens. We show that, while having identical equilibrium populations, these two models can elicit drastically different transient dynamics. We then derive a formula for the sensitivity of the equilibrium population to …

Bayesian Adaptive Designs For Early Phase Clinical Trials, Chunyan Cai

Dissertations and Theses (Open Access)

My dissertation focuses mainly on Bayesian adaptive designs for phase I and phase II clinical trials. It includes three specific topics: (1) proposing a novel two-dimensional dose-finding algorithm for biological agents, (2) developing Bayesian adaptive screening designs to provide more efficient and ethical clinical trials, and (3) incorporating missing late-onset responses to make an early stopping decision.

Treating patients with novel biological agents is becoming a leading trend in oncology. Unlike cytotoxic agents, for which toxicity and efficacy monotonically increase with dose, biological agents may exhibit non-monotonic patterns in their dose-response relationships. Using a trial with two biological agents as …

The Gaise College Report: The American Statistical Association Meets Sound Pedagogy In Central Virginia, Beverly Wood

Publications

Research in undergraduate statistics education often centers on the introductory course required for a large percentage of college students. While acknowledging the diverse setting, audience, and purpose of introductory courses, existing research assumes that courses offered by different disciplines share the same goals and teaching practices. The purpose of this study is to examine the objectives for student outcomes and pedagogical delivery of introductory statistics courses in various academic departments to provide explicit evidence for this assumption. The American Statistical Association’s Guidelines for Assessment and Instruction in Statistics Education (GAISE) are meant to apply to all introductory courses. The College …

Mathematics And The Hunger Games, Michael A. Lewis

Journal of Humanistic Mathematics

The Hunger Games plot features a dystopian future in which twelve outer districts are oppressed by a centralized capital. The story focuses on the heroism of a sixteen-year-old girl named Katniss and how she tries to rise above the oppression that she experiences. It also features a special lottery and other twists that are sources of mathematical interest. This essay focuses on some of the mathematical issues raised by The Hunger Games in an effort to show that this story can be used to teach students (as well as other interested parties) some important concepts from mathematics.

A Comparison Of Individual Versus Community Influences On Youth Smoking Behaviours: A Cross-Sectional Observational Study, Anna M. Adachi-Mejia, Heather A. Carlos, Ethan M. Berke, Susanne E. Tanski, James Sargent

Dartmouth Scholarship

Objectives: To compare individual with community risk factors for adolescent smoking. Design: A cross-sectional observational study with multivariate analysis.Setting: National telephone survey.Participants: 3646 US adolescents aged 13–18 years in 2007 recruited through a random digit-dial survey.

Adaptive Matching In Randomized Trials And Observational Studies, Mark J. Van Der Laan, Laura Balzer, Maya L. Petersen

U.C. Berkeley Division of Biostatistics Working Paper Series

In many randomized and observational studies the allocation of treatment among a sample of n independent and identically distributed units is a function of the covariates of all sampled units. As a result, the treatment labels among the units are possibly dependent, complicating estimation and posing challenges for statistical inference. For example, cluster randomized trials frequently sample communities from some target population, construct matched pairs of communities from those included in the sample based on some metric of similarity in baseline community characteristics, and then randomly allocate a treatment and a control intervention within each matched pair. In this case, …

A Comparison Of Methods Of Analysis To Control For Confounding In A Cohort Study Of A Dietary Intervention, Esinhart Hali

Theses and Dissertations

Comparing samples from different populations can be biased by confounding. There are several statistical methods that can be used to control for confounding. These include; multiple linear regression, propensity score matching, propensity score/logit of propensity score as a single covariate in a linear regression model, stratified analysis using propensity score quintiles, weighted analysis using propensity scores or trimmed scores. The data were from two studies of a dietary intervention (FIBERR and RNP). The outcome variable was change from baseline to one month for eight outcome measures; fat, fiber, and fruits/ vegetables behavior, fat, fiber, and fruits/vegetables intentions, fat and fruits/vegetables …

An Integrated Screening And Optimization Strategy, Nathaniel Jackson Rohbock

Theses and Dissertations

Within statistical methods, design of experiments (DOE) is well suited to make good inference from a minimal amount of data. Two types of designs within DOE are screening designs and optimization designs. Traditionally, these approaches have been necessarily separated by a gap between the objectives of each design and the methods available. Despite being so separated, in practice these designs are frequently connected by sequential experimentation. In fact, from the genesis of a project, the experimentor often knows that both designs will be necessary to accomplish his objectives. Due to advances in the understanding of experimental designs with complex aliasing …

The Effect Of Baseline Cluster Stratification On The Power Of Pre-Post Analysis, Fengjiao Hu

Theses and Dissertations

The purpose of study is to check whether the power of detecting the effect of intervention versus control in a pre- and post-study can be increased by using a stratified randomized controlled design. A stratified randomized controlled design with two study arms and two time points, where strata are determined by clustering on baseline outcomes of the primary measure, is considered. A modified hierarchical clustering algorithm is developed which guarantees optimality as well as requiring each cluster to have at least one subject per study arm. The power is calculated based on simulated bivariate normal distributed primary measures with mixture …

Does Pair-Matching On Ordered Baseline Measures Increase Power: A Simulation Study, Yan Jin

Theses and Dissertations

It has been shown that pair-matching on an ordered baseline with normally distributed measures reduces the variance of the estimated treatment effect (Park and Johnson, 2006). The main objective of this study is to examine if pair-matching improves the power when the distribution is a mixture of two normal distributions. Multiple scenarios with a combination of different sample sizes and parameters are simulated. The power curves are provided for three cases, with and without matching, as follows: analysis of post-intervention data only, adding baseline as a covariate, and classic pre-post comparison. The study shows that the additional variance reduction provided …

Analytic Programming With Fmri Data: A Quick-Start Guide For Statisticians Using R, Ani Eloyan, Shanshan Li, John Muschelli, Jim Pekar, Stewart Mostofsky, Brian S. Caffo

Johns Hopkins University, Dept. of Biostatistics Working Papers

Functional magnetic resonance imaging (fMRI) is a thriving field that plays an important role in medical imaging analysis, biological and neuroscience research and practice. This manuscript gives a didactic introduction to the statistical analysis of fMRI data using the R project along with the relevant R code. The goal is to give tatisticians who would like to pursue research in this area a quick start for programming with fMRI data along with the available data visualization tools.

Reliability Models For Hpc Applications And A Cloud Economic Model, Thanadech Thanakornworakij

Doctoral Dissertations

With the enormous number of computing resources in HPC and Cloud systems, failures become a major concern. Therefore, failure behaviors such as reliability, failure rate, and mean time to failure need to be understood to manage such a large system efficiently.

This dissertation makes three major contributions in HPC and Cloud studies. First, a reliability model with correlated failures in a k-node system for HPC applications is studied. This model is extended to improve accuracy by accounting for failure correlation. Marshall-Olkin Multivariate Weibull distribution is improved by excess life, conditional Weibull, to better estimate system reliability. Also, the univariate …

Bayesian Approaches To Assessing Architecture And Stopping Rule, Joseph W. Houpt, Andrew Heathcote, Ami Eidels, J. T. Townsend

Psychology Faculty Publications

Much of scientific psychology and cognitive science can be viewed as a search to understand the mechanisms and dynamics of perception, thought and action. Two processing attributes of particular interest to psychologists are the architecture, or temporal relationships between sub-processes of the system, and the stopping rule, which dictates how many of the sub-processes must be completed for the system to finish. The Survivor Interaction Contrast (SIC) is a powerful tool for assessing the architecture and stopping rule of a mental process model. Thus far, statistical analysis of the SIC has been limited to null-hypothesis- significance tests. In this talk …

Threshold Effect Of Inflation On Economic Growth In Nigeria, Sani Bawa, Abdullahi S. Ismaila

CBN Journal of Applied Statistics (JAS)

It is widely believed that price stability promote long-term economic growth, whereas high inflation is inimical to growth. This paper utilized a quarterly time series data for the period 1981 – 2009 to estimate a threshold level of inflation for Nigeria. Using a threshold regression model developed by Khan and Senhadji (2001), the study estimated a threshold inflation level of 13 per cent for Nigeria. Below the threshold level, inflation has a mild effect on economic activities, while above it, the magnitude of the negative effect of inflation on growth was high. The negative and significant relationship between inflation and …

Testing The Weak-Form Efficiency Market Hypothesis: Evidence From Nigerian Stock Market, Gimba K. Victor

CBN Journal of Applied Statistics (JAS)

In recent years, the Nigerian Stock Exchange (NSE) has witnessed an unprecedented growth in market capitalization, membership, value and volume traded. By December 2007, the All Share Index has grown massively over 57,990.2 from 1113.4 in January 1993. This rising interest in investment opportunities in the NSE raises questions about its efficiency. This paper tests the Weak-form Efficient Market Hypothesis of the NSE by hypothesizing Normal distribution and Random walk of the return series. Daily and weekly All Share Index and five most traded and oldest bank stocks of the NSE are examined from January 2007 to December 2009 for …

Simple Sequential Procedure For Modeling Of Item Non-Response In Econometric Analysis: Application To Cv Survey Data, William M. Fonta, Elias T. Ayuk, Eme H. Ichoku

CBN Journal of Applied Statistics (JAS)

Item non-response occurs when respondents fail to provide answers to some or all of the questions posed during survey interviews. The standard procedure is to exclude such responses from the econometric analysis. This may be appropriate if the sample included does not differ significantly from those excluded in the analysis. If this is not the case, the econometric analyst faces a sample selection bias problem. The aim of this paper is to provide further evidence using a simple sequential procedure to deal with the problem when using non-randomly selected samples in social science research. The procedure entails different levels of …

Reactions Of Stock Market To Monetary Policy Shocks During The Global Financial Crisis: The Nigerian Case, Aliyu Shehu U.R.

CBN Journal of Applied Statistics (JAS)

This paper seeks to assess the reactions of Nigeria’s stock market to monetary policy innovations during the period of global financial crisis on the basis of monthly data over the period January, 2007 to August, 2011. In particular, stock market return was regressed against major monetary policy instruments; money stock (M1, and M2) and monetary policy rate (MPR). The theoretical basis for the paper stems from the works of new classical macroeconomics and rational expectation hypothesis (REH). Lucas (1972) postulated that only the unanticipated monetary shock influences real economic activity. Using the GARCH by developed Engle and Bollerslev (1986) and …

A Business Cycle Model For Nigeria, Alege O. Philip

CBN Journal of Applied Statistics (JAS)

The current global financial meltdown draws, once again, attention to the existence of business cycle fluctuations. Experts are of the view that the ongoing crisis is far deeper than the great depression of the 1930s. It should be recalled that the Keynes and Keynesianism was a response to that depression. Therefore, the objective of this paper is to develop a small business cycle model in the spirit of Dynamic Stochastic General Equilibrium (DSGE) model for Nigeria designed to examine the sources of business cycles, and use the model for policy analysis. This paper considers the implications of three policy shocks …

Enhancing Data Generation For National Development In Nigeria: Institutional And Structural Issues1, Olu Ajakaiye

CBN Journal of Applied Statistics (JAS)

In this presentation, attention is focused on data generation for the purposes of reasoning, discussing and calculating the status, process and prospects of economic development. Economic development has also been defined in various ways. Again for the present purposes, economic development will be conceived as the process of economic growth and structural transformation (Ajakaiye, 2002). Clearly, data, as a gathered body of facts about the economy, is a basic requirement in the process of economic growth and transformation. Foremost, facts about the economy are necessary in order to appreciate the current state of the economy in terms of growth and …